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st: RE: Generate Random Variable Given Percentile Values


From   wgould@stata.com (William Gould, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Generate Random Variable Given Percentile Values
Date   Tue, 17 Feb 2009 14:01:02 -0600

Peter Graven asked about generating random values from percentiles, 
I offered a program, and I now see that Nick Cox <n.j.cox@durham.ac.uk>
had already written, 

> These percentiles presumably came from somewhere. Why not sample from
> the dataset that produced them? 

I wholeheartedly agree.  If Peter has the data from which the percentiles
were calculated, resampling (sampling with replacement from the data)
is the way to go.  The relevant Stata command is -bsample-.

-- Bill
wgould@stata.com
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